Jing Zhao

Publication Activity (10 Years)

Years Active: 2008-2018
Publications (10 Years): 2

Top Topics

Structural Models

Causal Relationships

Stochastic Process

Expected Utility

Top Venues

Eur. J. Oper. Res.

Comput. Stat. Data Anal.

Publications

Mei Choi Chiu, Hoi Ying Wong, Jing Zhao
Dynamic safety first expected utility model. Eur. J. Oper. Res. 271 (1) (2018)
Mei Choi Chiu, Hoi Ying Wong, Jing Zhao
Commodity derivatives pricing with cointegration and stochastic covariances. Eur. J. Oper. Res. 246 (2) (2015)
Ngai Hang Chan, Hoi Ying Wong, Jing Zhao
Structural model of credit migration. Comput. Stat. Data Anal. 56 (11) (2012)
Hoi Ying Wong, Jing Zhao
An artificial boundary method for the Hull-White model of American interest rate derivatives. Appl. Math. Comput. 217 (9) (2011)
Hoi Ying Wong, Jing Zhao
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. J. Comput. Appl. Math. 236 (2) (2011)
Hoi Ying Wong, Jing Zhao
Valuing American options under the CEV model by Laplace-Carson transforms. Oper. Res. Lett. 38 (5) (2010)
Hoi Ying Wong, Jing Zhao
An Artificial Boundary Method for American Option Pricing under the CEV Model. SIAM J. Numer. Anal. 46 (4) (2008)